EarningsROE_final: Table 1 and B1
Data inputs: 
--EarningsAnnAC_ccm_202106_final
--rdq_adj

TSMomentum_final: Table 2, 3, 6, A1
Data inputs: 
--vwretd_clean_202106

TSMomentum_implementation_final: Table 4, A2, A3; Figure 4
Data inputs: 
--TSImplementationCombined.csv
--other_sig_pseudo 
--merged_signals_pseudo 
--basic_factor_202106
Note: other_sig_pseudo and merged_signals_pseudo are pseudo data. They are taken from other researchers' websites, and I am not authorized to repost them. 

TSMomentum_FirstweekOut_final: Table 5
Data inputs: 
--vwretd_clean_202106
--daily_vwretd_202106

CSMomentum_final: Table 9, A4
Data inputs: 
--crsp_monthly_202106
--basic_factor_202106.dta

IBES_Revisions_Qtr_firm_level_final: Table 7
Data inputs: 
--stacked_qtr_202106
--IBES_actuals
--crsp_prc_shrout

IBES_Revisions_Qtr_firm_level_expansion_final: Table 8
Data inputs: 
--stacked_qtr_202106
--IBES_actuals
--crsp_prc_shrout

CSMomentum_heterogeneity_final: Table 10 column 1-8
Data inputs: 
--crsp_monthly_202106
--sic_connect_roe
--sic4_encost
--sic4_concentration

CSMomentum_missing_final: Table 10 column 9
Data inputs: 
--crsp_monthly_202106

CSMomentum_random_final: Table 10 column 10
Data inputs: 
--crsp_monthly_202106

EarningsROEGlobal_final: Table C1
Data inputs: 
--worldscope_final

TSMomentumGlobal_final: Table C2
Data inputs: 
--gfd_clean
Note: Code generates Panel A. Uncomment line 30 to generate Panel B

TSMomentumGlobalPSOut_final: Table C3
Data inputs: 
--gfd_clean
--gfd_clean_fwom
--fic_country_map
--fic_percentile_lag_cum_qoy




